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ES rollover issues (CTS Demo)

View Count: 1070

[2014-09-12 12:27:22]
[Go To First Post]
bwalks123 - Posts: 122
Here is my message log file after I click on the yellow "symbol needs to rollover" box on ES sept contract chart. I have the continuous futures contract feature checked using volume based & back adjusted but the Data seems wrong and I noticed the message log says "Unable to determine transition date based on volume"?

Software version: 1174 | 2014-09-12 04:59:48
Usage end date: 2014-10-05 | 2014-09-12 04:59:48
Enabled for: Advanced Features. | 2014-09-12 04:59:48
Enabled for: Sierra Chart Historical Data Service. | 2014-09-12 04:59:48
Allow Support for Sierra Chart Data Feeds is enabled. | 2014-09-12 04:59:48
Active service: CTS T4 FIX | 2014-09-12 04:59:48
Time Zone: -07:00:00 (PST-08PDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2014-09-12 04:59:48
2014-09-12 04:59:48 Local computer clock time | 2014-09-12 04:59:48
2014-09-12 11:59:48 GMT time | 2014-09-12 04:59:48
2014-09-12 04:59:48 Time zone adjusted time | 2014-09-12 04:59:48
Time difference to server time: 1 seconds. | 2014-09-12 04:59:48
Program path: C:\SierraChart\ | 2014-09-12 04:59:48
Data Files path: C:\SierraChart\Data\ | 2014-09-12 04:59:48
OS Version Number: 6.1 | 2014-09-12 04:59:48

Checking for new symbol settings for cts | 2014-09-12 04:59:48
HTTP connection to www.sierrachart.com:80 (0) | Resolved address sierrachart.com to IP 188.40.121.148 | 2014-09-12 04:59:48
HTTP connection to www.sierrachart.com:80 (1068) | Connected. | 2014-09-12 04:59:48
Symbol settings are up-to-date for cts | 2014-09-12 04:59:48
Date rule based rollover from ZN.20140900.CME_F to next contract occurs at 2014-08-29. | 2014-09-12 04:59:51
Date rule based rollover from ZN.20141200.CME_F to next contract occurs at 2014-11-28. | 2014-09-12 04:59:51
Checking Intraday data file for symbol ZN.20140900.CME_F for the date range from 2014-05-30 to 2014-08-29. | 2014-09-12 04:59:51
Checking Daily data file for symbol ZNU14 for the date range from 2014-05-30 to 2014-08-29. | 2014-09-12 04:59:51
Checking Intraday data file for symbol ZN.20141200.CME_F for the date range from 2014-08-29 to 0. | 2014-09-12 04:59:51
Checking Daily data file for symbol ZNZ14 for the date range from 2014-08-29 to 0. | 2014-09-12 04:59:51
Symbols used for ZN.20141200.CME_F continuous contract chart: | 2014-09-12 04:59:51
ZN.20140900.CME_F | 2014-09-12 04:59:51
ZN.20141200.CME_F | 2014-09-12 04:59:51
Volume based rollover from ZN.20140900.CME_F to ZN.20141200.CME_F occurs at 2014-08-29 | 2014-09-12 04:59:51
ZN.20141200.CME_F [CBV] 3600 Trades #6: Performing continuous futures contract back adjustment calculations. | 2014-09-12 04:59:51
ZN.20141200.CME_F [CBV] 3600 Trades #6: ZN.20140900.CME_F Open price on 2014-08-29 is 126.375. | 2014-09-12 04:59:51
ZN.20141200.CME_F [CBV] 3600 Trades #6: ZN.20141200.CME_F Open price on 2014-08-29 is 125.8281. | 2014-09-12 04:59:51
ZN.20141200.CME_F [CBV] 3600 Trades #6: ZN.20140900.CME_F price difference to ZN.20141200.CME_F is -0.54689997. | 2014-09-12 04:59:51
ZN.20141200.CME_F [CBV] 3600 Trades #6: Back adjust amount for symbol ZN.20140900.CME_F is -546900. | 2014-09-12 04:59:51
Date rule based rollover from ZN.20140900.CME_F to next contract occurs at 2014-08-29. | 2014-09-12 04:59:51
Date rule based rollover from ZN.20141200.CME_F to next contract occurs at 2014-11-28. | 2014-09-12 04:59:51
Checking Intraday data file for symbol ZN.20140900.CME_F for the date range from 2014-05-30 to 2014-08-29. | 2014-09-12 04:59:51
Checking Daily data file for symbol ZNU14 for the date range from 2014-05-30 to 2014-08-29. | 2014-09-12 04:59:51
Checking Intraday data file for symbol ZN.20141200.CME_F for the date range from 2014-08-29 to 0. | 2014-09-12 04:59:51
Checking Daily data file for symbol ZNZ14 for the date range from 2014-08-29 to 0. | 2014-09-12 04:59:51
Symbols used for ZN.20141200.CME_F continuous contract chart: | 2014-09-12 04:59:51
ZN.20140900.CME_F | 2014-09-12 04:59:51
ZN.20141200.CME_F | 2014-09-12 04:59:51
Volume based rollover from ZN.20140900.CME_F to ZN.20141200.CME_F occurs at 2014-08-29 | 2014-09-12 04:59:51
ZN.20141200.CME_F [CBV] 900 Trades #5: Performing continuous futures contract back adjustment calculations. | 2014-09-12 04:59:51
ZN.20141200.CME_F [CBV] 900 Trades #5: ZN.20140900.CME_F Open price on 2014-08-29 is 126.375. | 2014-09-12 04:59:51
ZN.20141200.CME_F [CBV] 900 Trades #5: ZN.20141200.CME_F Open price on 2014-08-29 is 125.8281. | 2014-09-12 04:59:51
ZN.20141200.CME_F [CBV] 900 Trades #5: ZN.20140900.CME_F price difference to ZN.20141200.CME_F is -0.54689997. | 2014-09-12 04:59:51
ZN.20141200.CME_F [CBV] 900 Trades #5: Back adjust amount for symbol ZN.20140900.CME_F is -546900. | 2014-09-12 04:59:51
Date rule based rollover from ES.20140900.CME_Eq to next contract occurs at 2014-09-11. | 2014-09-12 04:59:51
Checking Intraday data file for symbol ES.20140900.CME_Eq for the date range from 2014-06-12 to 0. | 2014-09-12 04:59:51
Checking Daily data file for symbol ESU14 for the date range from 2014-06-12 to 0. | 2014-09-12 04:59:51
Symbols used for ES.20140900.CME_Eq continuous contract chart: | 2014-09-12 04:59:51
ES.20140900.CME_Eq | 2014-09-12 04:59:51
ES.20140900.CME_Eq [CBV] 4800 Trades #1: Performing continuous futures contract back adjustment calculations. | 2014-09-12 04:59:51
Date rule based rollover from ES.20140900.CME_Eq to next contract occurs at 2014-09-11. | 2014-09-12 04:59:51
Checking Intraday data file for symbol ES.20140900.CME_Eq for the date range from 2014-06-12 to 0. | 2014-09-12 04:59:51
Checking Daily data file for symbol ESU14 for the date range from 2014-06-12 to 0. | 2014-09-12 04:59:51
Symbols used for ES.20140900.CME_Eq continuous contract chart: | 2014-09-12 04:59:51
ES.20140900.CME_Eq | 2014-09-12 04:59:51
ES.20140900.CME_Eq [CBV] 1200 Trades #3: Performing continuous futures contract back adjustment calculations. | 2014-09-12 04:59:51

CTS FIX - Connecting to CTS Simulation server fix-sim.t4login.com:10443 | 2014-09-12 04:59:53
CTS FIX - Firm: Dorman | 2014-09-12 04:59:53
CTS FIX socket (0) | Resolved address fix-sim.t4login.com to IP 69.44.110.200 | 2014-09-12 04:59:53
CTS FIX socket (1596) | Connected. | 2014-09-12 04:59:53
CTS FIX socket (1596) | Starting SSL connection. | 2014-09-12 04:59:53
CTS FIX socket (1596) | SSL connection established. | 2014-09-12 04:59:54
CTS FIX: Sending the Logon message. | 2014-09-12 04:59:55
CTS FIX: Connected to data and trade server. FIX version: 4.3.10.0 | 2014-09-12 04:59:55
CTS T4 FIX | Starting real-time market data updates for: ES.20140900.CME_Eq. ID: 1 | 2014-09-12 04:59:55
Intraday data recording state for symbol ES.20140900.CME_Eq is set to pending. | 2014-09-12 04:59:55
HD Request # 2 | Downloading Intraday chart data for ES.20140900.CME_Eq to the file ES.20140900.CME_Eq.scid. Service: cme | 2014-09-12 04:59:55
HD Request # 2 | Download start Date-Time: 2014-09-12 04:58:31.0 | 2014-09-12 04:59:55
HD Request # 2 | Using server: scdf1.sierracharts.com port 10149 | 2014-09-12 04:59:55
CTS FIX: Received Account List collateral report. | 2014-09-12 04:59:55
Socket (0) | Resolved address ds6.sierracharts.com to IP 8.18.161.131 | 2014-09-12 04:59:55
CTS FIX: Subscribing to account: BW* | 2014-09-12 04:59:55
CTS T4 FIX | Starting real-time market data updates for: ZN.20141200.CME_F. ID: 2 | 2014-09-12 04:59:55
Intraday data recording state for symbol ZN.20141200.CME_F is set to pending. | 2014-09-12 04:59:55
Socket (1688) | Connected. | 2014-09-12 04:59:55
HD Request # 2 | Sending historical data logon request message. | 2014-09-12 04:59:55
HD Request # 2 | Requesting Intraday data. Start Date-Time: 2014-09-12 04:58:31. Record interval: 30. Symbol: ESU4 | 2014-09-12 04:59:55
HD Request # 2 | Decompressing data. | 2014-09-12 04:59:55
Socket (1688) | Shutdown and closed. | 2014-09-12 04:59:55
The network socket for historical data has been closed. | 2014-09-12 04:59:55
HD Request # 2 | Received 1 record from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for ES.20140900.CME_Eq | 2014-09-12 04:59:55
HD Request # 2 | Intraday download COMPLETE for ES.20140900.CME_Eq. Completion time: 0s | 2014-09-12 04:59:55
Real-time Intraday chart data file updates started for ES.20140900.CME_Eq | 2014-09-12 04:59:55

Intraday data recording state for symbol ES.20140900.CME_Eq is set to pending. | 2014-09-12 04:59:55
HD Request # 3 | Downloading Intraday chart data for ES.20140900.CME_Eq to the file ES.20140900.CME_Eq.scid. Service: cts | 2014-09-12 04:59:55
HD Request # 3 | Download start Date-Time: 2014-09-12 04:58:31.0 | 2014-09-12 04:59:55
CTS FIX Historical Data - Connecting to Historical data server fix-chart-sim.t4login.com:10443 | 2014-09-12 04:59:55
HD Request # 4 | Downloading Intraday chart data for ZN.20141200.CME_F to the file ZN.20141200.CME_F.scid. Service: cbot | 2014-09-12 04:59:55
HD Request # 4 | Download start Date-Time: 2014-09-12 04:58:32.0 | 2014-09-12 04:59:55
HD Request # 4 | Using server: scdf2.sierracharts.com port 10149 | 2014-09-12 04:59:55
CTS FIX Historical Data socket (0) | Resolved address fix-chart-sim.t4login.com to IP 74.201.6.229 | 2014-09-12 04:59:55
Socket (0) | Resolved address ds7.sierracharts.com to IP 8.18.161.133 | 2014-09-12 04:59:55
CTS FIX Historical Data socket (1688) | Connected. | 2014-09-12 04:59:55
CTS FIX Historical Data socket (1688) | Starting SSL connection. | 2014-09-12 04:59:55
Socket (1696) | Connected. | 2014-09-12 04:59:55
HD Request # 4 | Sending historical data logon request message. | 2014-09-12 04:59:55
HD Request # 4 | Requesting Intraday data. Start Date-Time: 2014-09-12 04:58:32. Record interval: 30. Symbol: ZNZ4 | 2014-09-12 04:59:55
HD Request # 4 | Decompressing data. | 2014-09-12 04:59:55
Socket (1696) | Shutdown and closed. | 2014-09-12 04:59:55
The network socket for historical data has been closed. | 2014-09-12 04:59:55
HD Request # 4 | Received 1 record from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for ZN.20141200.CME_F | 2014-09-12 04:59:55
HD Request # 4 | Intraday download COMPLETE for ZN.20141200.CME_F. Completion time: 0s | 2014-09-12 04:59:55
Real-time Intraday chart data file updates started for ZN.20141200.CME_F | 2014-09-12 04:59:55

Intraday data recording state for symbol ZN.20141200.CME_F is set to pending. | 2014-09-12 04:59:55
CTS FIX Historical Data socket (1688) | SSL connection established. | 2014-09-12 04:59:55
CTS FIX Historical Data: Sending the Logon message. | 2014-09-12 04:59:56
CTS FIX Historical Data: Connected to Historical data server. | 2014-09-12 04:59:56
CTS T4 FIX | Sending security definition request for symbol ES.20140900.CME_Eq | 2014-09-12 04:59:56
CTS T4 FIX | Received matching security definition for symbol ES.20140900.CME_Eq. Subscribing to data. | 2014-09-12 04:59:56
CTS T4 FIX | Received matching security definition for symbol ES.20140900.CME_Eq. Requesting historical data. | 2014-09-12 04:59:56
HD Request # 3 | Requesting historical Tick data for ES.20140900.CME_Eq from 2014-09-12 00:00:00 to 2014-09-12 00:00:00 (US Central Time). | 2014-09-12 04:59:56
CTS T4 FIX | Received 1 security definitions for underlying symbol ES | 2014-09-12 04:59:56
HD Request # 3 | Receiving Intraday data for ES.20140900.CME_Eq starting at 2014-09-11 15:00:00 | 2014-09-12 04:59:57
HD Request # 3 | Timestamp of first Intraday data file record written: 2014-09-12 04:58:32 | 2014-09-12 04:59:57
HD Request # 3 | Total records received: 14664 | 2014-09-12 04:59:57
HD Request # 3 | Requesting historical Tick data for ES.20140900.CME_Eq from 2014-09-13 00:00:00 to 2014-09-13 00:00:00 (US Central Time). | 2014-09-12 04:59:57
HD Request # 3 | Total records received: 14664 | 2014-09-12 04:59:57
HD Request # 3 | Requesting historical Tick data for ES.20140900.CME_Eq from 2014-09-14 00:00:00 to 2014-09-14 00:00:00 (US Central Time). | 2014-09-12 04:59:57
HD Request # 3 | Received 14664 records from 2014-09-11 15:00:00 to 2014-09-12 04:59:33 (14.0 hours) and wrote 39 records for ES.20140900.CME_Eq | 2014-09-12 04:59:57
HD Request # 3 | Intraday download COMPLETE for ES.20140900.CME_Eq. Completion time: 2s | 2014-09-12 04:59:57
Real-time Intraday chart data file updates started for ES.20140900.CME_Eq | 2014-09-12 04:59:57

HD Request # 5 | Downloading Intraday chart data for ZN.20141200.CME_F to the file ZN.20141200.CME_F.scid. Service: cts | 2014-09-12 04:59:57
HD Request # 5 | Download start Date-Time: 2014-09-12 04:58:32.0 | 2014-09-12 04:59:57
CTS FIX: Received Account Update collateral report. | 2014-09-12 04:59:57
CTS T4 FIX | Sending security definition request for symbol ZN.20141200.CME_F | 2014-09-12 04:59:58
CTS T4 FIX | Received matching security definition for symbol ZN.20141200.CME_F. Subscribing to data. | 2014-09-12 04:59:58
CTS T4 FIX | Received matching security definition for symbol ZN.20141200.CME_F. Requesting historical data. | 2014-09-12 04:59:58
HD Request # 5 | Requesting historical Tick data for ZN.20141200.CME_F from 2014-09-12 00:00:00 to 2014-09-12 00:00:00 (US Central Time). | 2014-09-12 04:59:58
CTS T4 FIX | Received 1 security definitions for underlying symbol ZN | 2014-09-12 04:59:58
HTTP connection to www.sierrachart.com:80 (1068) | Closed. No error. | 2014-09-12 04:59:58
HTTP connection to www.sierrachart.com:80 (1068) | Shutdown and closed. | 2014-09-12 04:59:58
HD Request # 5 | Receiving Intraday data for ZN.20141200.CME_F starting at 2014-09-11 15:00:00 | 2014-09-12 04:59:59
HD Request # 5 | Timestamp of first Intraday data file record written: 2014-09-12 04:58:33 | 2014-09-12 04:59:59
HD Request # 5 | Total records received: 36132 | 2014-09-12 04:59:59
HD Request # 5 | Requesting historical Tick data for ZN.20141200.CME_F from 2014-09-13 00:00:00 to 2014-09-13 00:00:00 (US Central Time). | 2014-09-12 04:59:59
HD Request # 5 | Total records received: 36132 | 2014-09-12 05:00:00
HD Request # 5 | Requesting historical Tick data for ZN.20141200.CME_F from 2014-09-14 00:00:00 to 2014-09-14 00:00:00 (US Central Time). | 2014-09-12 05:00:00
HD Request # 5 | Received 36132 records from 2014-09-11 15:00:00 to 2014-09-12 04:59:53 (14.0 hours) and wrote 272 records for ZN.20141200.CME_F | 2014-09-12 05:00:00
HD Request # 5 | Intraday download COMPLETE for ZN.20141200.CME_F. Completion time: 3s | 2014-09-12 05:00:00
Real-time Intraday chart data file updates started for ZN.20141200.CME_F | 2014-09-12 05:00:00

CTS FIX: Requesting Open Orders for account: BW* | 2014-09-12 05:00:00
Requesting market depth updates for: ES.20140900.CME_Eq if supported. | 2014-09-12 05:00:00
Requesting market depth updates for: ZN.20141200.CME_F if supported. | 2014-09-12 05:00:00
CTS FIX: Received Account List collateral report. | 2014-09-12 05:00:00
CTS FIX: Received Account List collateral report. | 2014-09-12 05:00:10
CTS FIX Historical Data: Received a Logout message. Text = Chart Data Timeout. No valid chart data requests were received within the chart data interval of 60 seconds | 2014-09-12 05:01:00
CTS FIX Historical Data: Sending a Logout message. Text = Received Logout message. | 2014-09-12 05:01:00
CTS FIX Historical Data socket (1688) | SSL shutdown indicates not able to send 'close notify'. | 2014-09-12 05:01:00
CTS FIX Historical Data socket (1688) | SSL has been shut down. | 2014-09-12 05:01:00
CTS FIX Historical Data socket (1688) | SSL object has been freed. SSL state is now disconnected. | 2014-09-12 05:01:00
CTS FIX Historical Data socket (1688) | Shutdown and closed. | 2014-09-12 05:01:00
CTS FIX Historical Data: Logged out and disconnected. | 2014-09-12 05:01:00
CTS FIX Historical Data: Disconnected. | 2014-09-12 05:01:00
Date rule based rollover from ES.20140900.CME_Eq to next contract occurs at 2014-09-11. | 2014-09-12 05:05:02
Checking Intraday data file for symbol ES.20140900.CME_Eq for the date range from 2014-06-12 to 0. | 2014-09-12 05:05:02
Checking Daily data file for symbol ESU14 for the date range from 2014-06-12 to 0. | 2014-09-12 05:05:02
Symbols used for ES.20140900.CME_Eq continuous contract chart: | 2014-09-12 05:05:02
ES.20140900.CME_Eq | 2014-09-12 05:05:02
ES.20140900.CME_Eq [CBV] 1200 Trades #7: Performing continuous futures contract back adjustment calculations. | 2014-09-12 05:05:02
Date rule based rollover from ES.20140900.CME_Eq to next contract occurs at 2014-09-11. | 2014-09-12 05:05:08
Date rule based rollover from ES.20141200.CME_Eq to next contract occurs at 2014-12-11. | 2014-09-12 05:05:08
Checking Intraday data file for symbol ES.20140900.CME_Eq for the date range from 2014-06-12 to 2014-09-11. | 2014-09-12 05:05:08
Checking Daily data file for symbol ESU14 for the date range from 2014-06-12 to 2014-09-11. | 2014-09-12 05:05:08
Checking Intraday data file for symbol ES.20141200.CME_Eq for the date range from 2014-09-11 to 0. | 2014-09-12 05:05:08
Checking Daily data file for symbol ESZ14 for the date range from 2014-09-11 to 0. | 2014-09-12 05:05:08
Symbols used for ES.20141200.CME_Eq continuous contract chart: | 2014-09-12 05:05:08
ES.20140900.CME_Eq | 2014-09-12 05:05:08
ES.20141200.CME_Eq | 2014-09-12 05:05:08
Unable to determine transition date based on volume from files: C:\SierraChart\Data\ESU14.dly, C:\SierraChart\Data\ESZ14.dly | 2014-09-12 05:05:08
ES.20141200.CME_Eq [CBV] 4800 Trades #1: Performing continuous futures contract back adjustment calculations. | 2014-09-12 05:05:08
ES.20141200.CME_Eq [CBV] 4800 Trades #1: ES.20140900.CME_Eq Open price on 2014-09-11 is 1994.5. | 2014-09-12 05:05:08
ES.20141200.CME_Eq [CBV] 4800 Trades #1: ES.20141200.CME_Eq Open price on 2014-09-11 is 1986.75. | 2014-09-12 05:05:08
ES.20141200.CME_Eq [CBV] 4800 Trades #1: ES.20140900.CME_Eq price difference to ES.20141200.CME_Eq is -7.75. | 2014-09-12 05:05:08
ES.20141200.CME_Eq [CBV] 4800 Trades #1: Back adjust amount for symbol ES.20140900.CME_Eq is -775. | 2014-09-12 05:05:08
Date rule based rollover from ES.20140900.CME_Eq to next contract occurs at 2014-09-11. | 2014-09-12 05:05:08
Date rule based rollover from ES.20141200.CME_Eq to next contract occurs at 2014-12-11. | 2014-09-12 05:05:08
Checking Intraday data file for symbol ES.20140900.CME_Eq for the date range from 2014-06-12 to 2014-09-11. | 2014-09-12 05:05:08
Checking Daily data file for symbol ESU14 for the date range from 2014-06-12 to 2014-09-11. | 2014-09-12 05:05:08
Checking Intraday data file for symbol ES.20141200.CME_Eq for the date range from 2014-09-11 to 0. | 2014-09-12 05:05:08
Checking Daily data file for symbol ESZ14 for the date range from 2014-09-11 to 0. | 2014-09-12 05:05:08
Symbols used for ES.20141200.CME_Eq continuous contract chart: | 2014-09-12 05:05:08
ES.20140900.CME_Eq | 2014-09-12 05:05:08
ES.20141200.CME_Eq | 2014-09-12 05:05:08
Unable to determine transition date based on volume from files: C:\SierraChart\Data\ESU14.dly, C:\SierraChart\Data\ESZ14.dly | 2014-09-12 05:05:08
ES.20141200.CME_Eq [CBV] 1200 Trades #3: Performing continuous futures contract back adjustment calculations. | 2014-09-12 05:05:08
ES.20141200.CME_Eq [CBV] 1200 Trades #3: ES.20140900.CME_Eq Open price on 2014-09-11 is 1994.5. | 2014-09-12 05:05:08
ES.20141200.CME_Eq [CBV] 1200 Trades #3: ES.20141200.CME_Eq Open price on 2014-09-11 is 1986.75. | 2014-09-12 05:05:08
ES.20141200.CME_Eq [CBV] 1200 Trades #3: ES.20140900.CME_Eq price difference to ES.20141200.CME_Eq is -7.75. | 2014-09-12 05:05:08
ES.20141200.CME_Eq [CBV] 1200 Trades #3: Back adjust amount for symbol ES.20140900.CME_Eq is -775. | 2014-09-12 05:05:08
Date rule based rollover from ES.20140900.CME_Eq to next contract occurs at 2014-09-11. | 2014-09-12 05:05:09
Date rule based rollover from ES.20141200.CME_Eq to next contract occurs at 2014-12-11. | 2014-09-12 05:05:09
Checking Intraday data file for symbol ES.20140900.CME_Eq for the date range from 2014-06-12 to 2014-09-11. | 2014-09-12 05:05:09
Checking Daily data file for symbol ESU14 for the date range from 2014-06-12 to 2014-09-11. | 2014-09-12 05:05:09
Checking Intraday data file for symbol ES.20141200.CME_Eq for the date range from 2014-09-11 to 0. | 2014-09-12 05:05:09
Checking Daily data file for symbol ESZ14 for the date range from 2014-09-11 to 0. | 2014-09-12 05:05:09
Symbols used for ES.20141200.CME_Eq continuous contract chart: | 2014-09-12 05:05:09
ES.20140900.CME_Eq | 2014-09-12 05:05:09
ES.20141200.CME_Eq | 2014-09-12 05:05:09
Unable to determine transition date based on volume from files: C:\SierraChart\Data\ESU14.dly, C:\SierraChart\Data\ESZ14.dly | 2014-09-12 05:05:09
ES.20141200.CME_Eq [CBV] 1200 Trades #7: Performing continuous futures contract back adjustment calculations. | 2014-09-12 05:05:09
ES.20141200.CME_Eq [CBV] 1200 Trades #7: ES.20140900.CME_Eq Open price on 2014-09-11 is 1994.5. | 2014-09-12 05:05:09
ES.20141200.CME_Eq [CBV] 1200 Trades #7: ES.20141200.CME_Eq Open price on 2014-09-11 is 1986.75. | 2014-09-12 05:05:09
ES.20141200.CME_Eq [CBV] 1200 Trades #7: ES.20140900.CME_Eq price difference to ES.20141200.CME_Eq is -7.75. | 2014-09-12 05:05:09
ES.20141200.CME_Eq [CBV] 1200 Trades #7: Back adjust amount for symbol ES.20140900.CME_Eq is -775. | 2014-09-12 05:05:09
CTS T4 FIX | Starting real-time market data updates for: ES.20141200.CME_Eq. ID: 9 | 2014-09-12 05:05:09
Intraday data recording state for symbol ES.20141200.CME_Eq is set to pending. | 2014-09-12 05:05:09
HD Request # 6 | Downloading Intraday chart data for ES.20141200.CME_Eq to the file ES.20141200.CME_Eq.scid. Service: cme | 2014-09-12 05:05:09
HD Request # 6 | Download start Date-Time: 2014-09-12 04:58:23.0 | 2014-09-12 05:05:09
HD Request # 6 | Using server: scdf1.sierracharts.com port 10149 | 2014-09-12 05:05:09
Socket (0) | Resolved address ds6.sierracharts.com to IP 8.18.161.131 | 2014-09-12 05:05:09
Socket (1688) | Connected. | 2014-09-12 05:05:09
HD Request # 6 | Sending historical data logon request message. | 2014-09-12 05:05:09
HD Request # 6 | Requesting Intraday data. Start Date-Time: 2014-09-12 04:58:23. Record interval: 30. Symbol: ESZ4 | 2014-09-12 05:05:09
HD Request # 6 | Decompressing data. | 2014-09-12 05:05:09
Socket (1688) | Shutdown and closed. | 2014-09-12 05:05:09
The network socket for historical data has been closed. | 2014-09-12 05:05:09
HD Request # 6 | Received 1 record from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for ES.20141200.CME_Eq | 2014-09-12 05:05:09
HD Request # 6 | Intraday download COMPLETE for ES.20141200.CME_Eq. Completion time: 0s | 2014-09-12 05:05:09
Real-time Intraday chart data file updates started for ES.20141200.CME_Eq | 2014-09-12 05:05:09

Intraday data recording state for symbol ES.20141200.CME_Eq is set to pending. | 2014-09-12 05:05:09
HD Request # 7 | Downloading Intraday chart data for ES.20141200.CME_Eq to the file ES.20141200.CME_Eq.scid. Service: cts | 2014-09-12 05:05:09
HD Request # 7 | Download start Date-Time: 2014-09-12 04:58:23.0 | 2014-09-12 05:05:09
CTS FIX Historical Data - Connecting to Historical data server fix-chart-sim.t4login.com:10443 | 2014-09-12 05:05:09
CTS T4 FIX | Sending security definition request for symbol ES.20141200.CME_Eq | 2014-09-12 05:05:09
CTS FIX Historical Data socket (0) | Resolved address fix-chart-sim.t4login.com to IP 74.201.6.229 | 2014-09-12 05:05:09
CTS T4 FIX | Received matching security definition for symbol ES.20141200.CME_Eq. Subscribing to data. | 2014-09-12 05:05:09
CTS T4 FIX | Received 1 security definitions for underlying symbol ES | 2014-09-12 05:05:09
CTS FIX Historical Data socket (1688) | Connected. | 2014-09-12 05:05:09
CTS FIX Historical Data socket (1688) | Starting SSL connection. | 2014-09-12 05:05:09
CTS FIX Historical Data socket (1688) | SSL connection established. | 2014-09-12 05:05:10
CTS FIX Historical Data: Sending the Logon message. | 2014-09-12 05:05:10
CTS FIX Historical Data: Connected to Historical data server. | 2014-09-12 05:05:10
HD Request # 7 | Requesting historical Tick data for ES.20141200.CME_Eq from 2014-09-12 00:00:00 to 2014-09-12 00:00:00 (US Central Time). | 2014-09-12 05:05:10
Unsubscribed from market depth data for ES.20140900.CME_Eq | 2014-09-12 05:05:10
Requesting market depth updates for: ES.20141200.CME_Eq if supported. | 2014-09-12 05:05:10
HD Request # 7 | Receiving Intraday data for ES.20141200.CME_Eq starting at 2014-09-11 15:00:00 | 2014-09-12 05:05:11
HD Request # 7 | Timestamp of first Intraday data file record written: 2014-09-12 04:58:36 | 2014-09-12 05:05:11
HD Request # 7 | Total records received: 17780 | 2014-09-12 05:05:11
HD Request # 7 | Requesting historical Tick data for ES.20141200.CME_Eq from 2014-09-13 00:00:00 to 2014-09-13 00:00:00 (US Central Time). | 2014-09-12 05:05:11
HD Request # 7 | Total records received: 17780 | 2014-09-12 05:05:11
HD Request # 7 | Requesting historical Tick data for ES.20141200.CME_Eq from 2014-09-14 00:00:00 to 2014-09-14 00:00:00 (US Central Time). | 2014-09-12 05:05:11
HD Request # 7 | Received 17780 records from 2014-09-11 15:00:00 to 2014-09-12 05:05:06 (14.1 hours) and wrote 693 records for ES.20141200.CME_Eq | 2014-09-12 05:05:11
HD Request # 7 | Intraday download COMPLETE for ES.20141200.CME_Eq. Completion time: 2s | 2014-09-12 05:05:11
Real-time Intraday chart data file updates started for ES.20141200.CME_Eq | 2014-09-12 05:05:11

Date rule based rollover from ES.20140900.CME_Eq to next contract occurs at 2014-09-11. | 2014-09-12 05:06:58
Date rule based rollover from ES.20141200.CME_Eq to next contract occurs at 2014-12-11. | 2014-09-12 05:06:58
Checking Intraday data file for symbol ES.20140900.CME_Eq for the date range from 2014-06-12 to 2014-09-11. | 2014-09-12 05:06:58
Checking Daily data file for symbol ESU14 for the date range from 2014-06-12 to 2014-09-11. | 2014-09-12 05:06:58
Checking Intraday data file for symbol ES.20141200.CME_Eq for the date range from 2014-09-11 to 0. | 2014-09-12 05:06:58
Checking Daily data file for symbol ESZ14 for the date range from 2014-09-11 to 0. | 2014-09-12 05:06:58
Symbols used for ES.20141200.CME_Eq continuous contract chart: | 2014-09-12 05:06:58
ES.20140900.CME_Eq | 2014-09-12 05:06:58
ES.20141200.CME_Eq | 2014-09-12 05:06:58
ES.20141200.CME_Eq [CB] 1200 Trades #3: Performing continuous futures contract back adjustment calculations. | 2014-09-12 05:06:58
ES.20141200.CME_Eq [CB] 1200 Trades #3: ES.20140900.CME_Eq Open price on 2014-09-11 is 1994.5. | 2014-09-12 05:06:58
ES.20141200.CME_Eq [CB] 1200 Trades #3: ES.20141200.CME_Eq Open price on 2014-09-11 is 1986.75. | 2014-09-12 05:06:58
ES.20141200.CME_Eq [CB] 1200 Trades #3: ES.20140900.CME_Eq price difference to ES.20141200.CME_Eq is -7.75. | 2014-09-12 05:06:58
ES.20141200.CME_Eq [CB] 1200 Trades #3: Back adjust amount for symbol ES.20140900.CME_Eq is -775. | 2014-09-12 05:06:58
CTS FIX Historical Data: Received a Logout message. Text = Chart Data Timeout. No valid chart data requests were received within the chart data interval of 60 seconds | 2014-09-12 05:07:11
CTS FIX Historical Data: Sending a Logout message. Text = Received Logout message. | 2014-09-12 05:07:11
CTS FIX Historical Data socket (1688) | SSL shutdown indicates not able to send 'close notify'. | 2014-09-12 05:07:11
CTS FIX Historical Data socket (1688) | SSL has been shut down. | 2014-09-12 05:07:11
CTS FIX Historical Data socket (1688) | SSL object has been freed. SSL state is now disconnected. | 2014-09-12 05:07:11
CTS FIX Historical Data socket (1688) | Shutdown and closed. | 2014-09-12 05:07:11
CTS FIX Historical Data: Logged out and disconnected. | 2014-09-12 05:07:11
CTS FIX Historical Data: Disconnected. | 2014-09-12 05:07:11
Date rule based rollover from ES.20140900.CME_Eq to next contract occurs at 2014-09-11. | 2014-09-12 05:09:06
Date rule based rollover from ES.20141200.CME_Eq to next contract occurs at 2014-12-11. | 2014-09-12 05:09:06
Checking Intraday data file for symbol ES.20140900.CME_Eq for the date range from 2014-06-12 to 2014-09-11. | 2014-09-12 05:09:06
Checking Daily data file for symbol ESU14 for the date range from 2014-06-12 to 2014-09-11. | 2014-09-12 05:09:06
Checking Intraday data file for symbol ES.20141200.CME_Eq for the date range from 2014-09-11 to 0. | 2014-09-12 05:09:06
Checking Daily data file for symbol ESZ14 for the date range from 2014-09-11 to 0. | 2014-09-12 05:09:06
Symbols used for ES.20141200.CME_Eq continuous contract chart: | 2014-09-12 05:09:06
ES.20140900.CME_Eq | 2014-09-12 05:09:06
ES.20141200.CME_Eq | 2014-09-12 05:09:06
Unable to determine transition date based on volume from files: C:\SierraChart\Data\ESU14.dly, C:\SierraChart\Data\ESZ14.dly | 2014-09-12 05:09:06
ES.20141200.CME_Eq [CBV] 1200 Trades #3: Performing continuous futures contract back adjustment calculations. | 2014-09-12 05:09:06
ES.20141200.CME_Eq [CBV] 1200 Trades #3: ES.20140900.CME_Eq Open price on 2014-09-11 is 1994.5. | 2014-09-12 05:09:06
ES.20141200.CME_Eq [CBV] 1200 Trades #3: ES.20141200.CME_Eq Open price on 2014-09-11 is 1986.75. | 2014-09-12 05:09:06
ES.20141200.CME_Eq [CBV] 1200 Trades #3: ES.20140900.CME_Eq price difference to ES.20141200.CME_Eq is -7.75. | 2014-09-12 05:09:06
ES.20141200.CME_Eq [CBV] 1200 Trades #3: Back adjust amount for symbol ES.20140900.CME_Eq is -775. | 2014-09-12 05:09:06
Date rule based rollover from ES.20140900.CME_Eq to next contract occurs at 2014-09-11. | 2014-09-12 05:10:58
Checking Intraday data file for symbol ES.20140900.CME_Eq for the date range from 2014-06-12 to 0. | 2014-09-12 05:10:58
Checking Daily data file for symbol ESU14 for the date range from 2014-06-12 to 0. | 2014-09-12 05:10:58
Symbols used for ES.20140900.CME_Eq continuous contract chart: | 2014-09-12 05:10:58
ES.20140900.CME_Eq | 2014-09-12 05:10:58
ES.20140900.CME_Eq [CBV] 1200 Trades #3: Performing continuous futures contract back adjustment calculations. | 2014-09-12 05:10:58
Date rule based rollover from ES.20140900.CME_Eq to next contract occurs at 2014-09-11. | 2014-09-12 05:11:28
Checking Intraday data file for symbol ES.20140900.CME_Eq for the date range from 2014-06-12 to 0. | 2014-09-12 05:11:28
Checking Daily data file for symbol ESU14 for the date range from 2014-06-12 to 0. | 2014-09-12 05:11:28
Symbols used for ES.20140900.CME_Eq continuous contract chart: | 2014-09-12 05:11:28
ES.20140900.CME_Eq | 2014-09-12 05:11:28
ES.20140900.CME_Eq [CBV] 4800 Trades #1: Performing continuous futures contract back adjustment calculations. | 2014-09-12 05:11:28
Unsubscribed from market depth data for ES.20141200.CME_Eq | 2014-09-12 05:11:41
Requesting market depth updates for: ES.20140900.CME_Eq if supported. | 2014-09-12 05:11:41
Date rule based rollover from ES.20140900.CME_Eq to next contract occurs at 2014-09-11. | 2014-09-12 05:18:54
Date rule based rollover from ES.20141200.CME_Eq to next contract occurs at 2014-12-11. | 2014-09-12 05:18:54
Checking Intraday data file for symbol ES.20140900.CME_Eq for the date range from 2014-06-12 to 2014-09-11. | 2014-09-12 05:18:54
Checking Daily data file for symbol ESU14 for the date range from 2014-06-12 to 2014-09-11. | 2014-09-12 05:18:54
Checking Intraday data file for symbol ES.20141200.CME_Eq for the date range from 2014-09-11 to 0. | 2014-09-12 05:18:54
Checking Daily data file for symbol ESZ14 for the date range from 2014-09-11 to 0. | 2014-09-12 05:18:54
Symbols used for ES.20141200.CME_Eq continuous contract chart: | 2014-09-12 05:18:54
ES.20140900.CME_Eq | 2014-09-12 05:18:54
ES.20141200.CME_Eq | 2014-09-12 05:18:54
Unable to determine transition date based on volume from files: C:\SierraChart\Data\ESU14.dly, C:\SierraChart\Data\ESZ14.dly | 2014-09-12 05:18:54
ES.20141200.CME_Eq [CBV] 4800 Trades #1: Performing continuous futures contract back adjustment calculations. | 2014-09-12 05:18:54
ES.20141200.CME_Eq [CBV] 4800 Trades #1: ES.20140900.CME_Eq Open price on 2014-09-11 is 1994.5. | 2014-09-12 05:18:54
ES.20141200.CME_Eq [CBV] 4800 Trades #1: ES.20141200.CME_Eq Open price on 2014-09-11 is 1986.75. | 2014-09-12 05:18:54
ES.20141200.CME_Eq [CBV] 4800 Trades #1: ES.20140900.CME_Eq price difference to ES.20141200.CME_Eq is -7.75. | 2014-09-12 05:18:54
ES.20141200.CME_Eq [CBV] 4800 Trades #1: Back adjust amount for symbol ES.20140900.CME_Eq is -775. | 2014-09-12 05:18:54
Date rule based rollover from ES.20140900.CME_Eq to next contract occurs at 2014-09-11. | 2014-09-12 05:18:54
Date rule based rollover from ES.20141200.CME_Eq to next contract occurs at 2014-12-11. | 2014-09-12 05:18:54
Checking Intraday data file for symbol ES.20140900.CME_Eq for the date range from 2014-06-12 to 2014-09-11. | 2014-09-12 05:18:54
Checking Daily data file for symbol ESU14 for the date range from 2014-06-12 to 2014-09-11. | 2014-09-12 05:18:54
Checking Intraday data file for symbol ES.20141200.CME_Eq for the date range from 2014-09-11 to 0. | 2014-09-12 05:18:54
Checking Daily data file for symbol ESZ14 for the date range from 2014-09-11 to 0. | 2014-09-12 05:18:54
Symbols used for ES.20141200.CME_Eq continuous contract chart: | 2014-09-12 05:18:54
ES.20140900.CME_Eq | 2014-09-12 05:18:54
ES.20141200.CME_Eq | 2014-09-12 05:18:54
Unable to determine transition date based on volume from files: C:\SierraChart\Data\ESU14.dly, C:\SierraChart\Data\ESZ14.dly | 2014-09-12 05:18:54
ES.20141200.CME_Eq [CBV] 1200 Trades #3: Performing continuous futures contract back adjustment calculations. | 2014-09-12 05:18:54
ES.20141200.CME_Eq [CBV] 1200 Trades #3: ES.20140900.CME_Eq Open price on 2014-09-11 is 1994.5. | 2014-09-12 05:18:54
ES.20141200.CME_Eq [CBV] 1200 Trades #3: ES.20141200.CME_Eq Open price on 2014-09-11 is 1986.75. | 2014-09-12 05:18:54
ES.20141200.CME_Eq [CBV] 1200 Trades #3: ES.20140900.CME_Eq price difference to ES.20141200.CME_Eq is -7.75. | 2014-09-12 05:18:54
ES.20141200.CME_Eq [CBV] 1200 Trades #3: Back adjust amount for symbol ES.20140900.CME_Eq is -775. | 2014-09-12 05:18:54
Unsubscribed from market depth data for ES.20140900.CME_Eq | 2014-09-12 05:18:56
Requesting market depth updates for: ES.20141200.CME_Eq if supported. | 2014-09-12 05:18:56
[2014-09-12 17:27:35]
[Go To First Post]
Sierra Chart Engineering - Posts: 104368
This problem should be resolved in the latest prerelease.

However, for now follow the procedure here to re-download the data for the last two futures contracts in the chart:
https://www.sierrachart.com/index.php?page=doc/doc_ContinuousFuturesContractCharts.html#ReDownloading

Only re-download data for ESU14 and ESZ14.

In the case of stock index futures, we do not recommend using a volume-based rollover. Use date-based rollover. That will also solve the problem.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing

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